How do you connect the drive via it's attached Thunderbolt connector to a new MBP with TB3/USBC ports

I have a recent MacBook PRO and it only has the new USB-C / Thunderbolt 3 ports. I ordered a Lightning to USB-C cable as that is what the built-in cable looks like even though it is called a Thunderbolt cable. It fits very loosely and I never get access to the drive.
What is the correct cable as there is no such thing as a TB3 to USB-C cable on the Apple site